+2,771.1%
NOW vs MCHP
+529.3%
+2,241.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.6% |
| 7D | -2.4% | +1.7% | -4.1% | -3.1% |
| 30D | +20.5% | -4.1% | +24.6% | +21.9% |
| 3M | +18.3% | -22.5% | +40.9% | +27.4% |
| 6M | +24.1% | +7.3% | +16.8% | +11.4% |
| YTD | -7.8% | +18.4% | -26.2% | -22.1% |
| 1Y | -21.4% | +18.1% | -39.5% | -34.4% |
| 3Y | +19.5% | -2.8% | +22.3% | -0.2% |
| 5Y | +4.1% | +5.5% | -1.4% | -18.8% |
| 10Y | +826.4% | +185.8% | +640.6% | +259.6% |
| All | +2,771.1% | +529.3% | +2,241.8% | +574.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MCHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling